Could someone please tell me which one of "concerned" and "worried" that has the strongest meaning?
He was concerned/worried.
According to Cambridge dictionary, they are pretty synonymous
Indeed, if you want to know a nuance, here it is: "worry" – about some temporary feelings, whereas "concern" – about your phobias (consistent?). From my own experience, I would say the difference is so slight that it doesn't matter even when taking C1-C2 exams.